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institution:"University of Cambridge / Department of Applied Economics"
subject:"Kapitaleinkommen"
~institution:"Birkbeck College / Department of Economics"
~institution:"Federal Reserve System / Board of Governors"
~subject:"Börsenkurs"
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Kapitaleinkommen
Börsenkurs
Estimation
45
Schätzung
45
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30
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30
Großbritannien
10
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10
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8
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Pesaran, M. Hashem
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Crabbe, Leland E.
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Dacco, Roberto
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University of Cambridge / Department of Applied Economics
Birkbeck College / Department of Economics
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174
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve System / Division of Research and Statistics
6
Federal Reserve Bank of St. Louis
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Zentrum für Europäische Wirtschaftsforschung
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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ECONIS (ZBW)
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
2
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
Saved in:
3
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
4
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
Saved in:
5
Inflation, inflation risk, and stock returns
Ammer, John
-
1994
Persistent link: https://www.econbiz.de/10000885226
Saved in:
6
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
Saved in:
7
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
8
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
9
A dynamic linear model of the determinants of yield spreads on fixed-income securities
Crabbe, Leland E.
;
Turner, Christopher M.
-
1993
Persistent link: https://www.econbiz.de/10000929313
Saved in:
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